Related papers: Broad Histogram Method
We study the rate of convergence w.r.t.~a Wasserstein type distance for random walk approximations of mean field BSDEs. Our method does not use the particle method but instead a freezing technique. We extend results by Briand, Ch. Geiss, S.…
The family of Boltzmann distributions is used in statistical mechanics to describe the distribution of states in systems with a given temperature. We give a novel characterization of this family as the unique one satisfying independence for…
The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
Although the Boltzmann transport equation (BTE) has been exploited to investigate non-diffusive phonon transport for decades, due to the challenges of solving this integro-differential equation, most standard techniques for thermal…
Building on previous work on the stochastic analysis for Grassmann random variables, we introduce a forward-backward stochastic differential equation (FBSDE) which provides a stochastic quantisation of Grassmann measures. Our method is…
A thermodynamic device placed outdoors, or a local ecosystem, is subject to a variety of different temperatures given by short-tem (daily) and long-term (seasonal) variations. In the long term a superstatistical description makes sense,…
We determine the optimal scaling of local-update flat-histogram methods with system size by using a perfect flat-histogram scheme based on the exact density of states of 2D Ising models.The typical tunneling time needed to sample the entire…
We extend our earlier study about the fractional exclusion statistics to higher dimensions in full physical range and in the non-relativistic and ultra-relativistic limits. Also, two other fractional statistics, namely Gentile and…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…
Let $X$ be lognormal$(\mu,\sigma^2)$ with density $f(x)$, let $\theta>0$ and define ${L}(\theta)=E e^{-\theta X}$. We study properties of the exponentially tilted density (Esscher transform) $f_\theta(x) =e^{-\theta x}f(x)/{L}(\theta)$, in…
The inhomogeneous cooling state describing the hydrodynamic behavior of a freely evolving granular gas strongly confined between two parallel plates is studied, using a Boltzmann kinetic equation derived recently. By extending the idea of…
Gibbsian statistical mechanics is extended into the domain of non-negligible {though non-specified} correlations in phase space while respecting the fundamental laws of thermodynamics. The appropriate Gibbsian probability distribution is…
The phonon Boltzmann transport equation (BTE) is a powerful tool for studying non-diffusive thermal transport. Here, we develop a new universal variational approach to solving the BTE that enables extraction of phonon mean free path (MFP)…
Finkelstein-Schoenfeld, Buyse, Pocock, and other authors have developed generalizations of the Mann-Whitney test that allow for pairwise patient comparisons to include a hierarchy of measurements. Various authors present either asymptotic…
We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides…
We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…
A framework for relativistic thermodynamics and statistical physics is built by first exploiting the symmetries between energy and momentum in the derivation of the Boltzmann distribution, then using Einstein's energy-momentum relationship…